+3.2%
HAL vs FISV
-2.2%
+5.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -3.1% |
| 7D | -3.3% | -7.2% | +3.9% | -0.5% |
| 30D | +7.2% | -7.2% | +14.4% | +9.9% |
| 3M | -8.8% | -8.2% | -0.6% | -6.9% |
| 6M | +3.0% | -17.7% | +20.7% | +8.8% |
| YTD | +29.4% | -27.2% | +56.6% | +42.8% |
| 1Y | +62.8% | -63.0% | +125.8% | +123.9% |
| 3Y | -6.4% | -59.8% | +53.3% | +7.7% |
| 5Y | +103.6% | -55.8% | +159.4% | +110.2% |
| All | +3.2% | -2.2% | +5.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling